This bond will be transferred to the partial collateral from August 25, 2016. From this date on, the following risk parameters will be applied:
Ticker
Minimum Initial Margin for
the Market Risk, %
Concentration Limit,
# of securities
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
RU000A0JWNE4
18%
21%
24%
4 000
20 000
IR risk (downward scenario), %
Y0/Y1 (1 day)
Y0/YW (1 week)
35%
